Pages that link to "Item:Q1094787"

The following pages link to Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance (Q1094787):

Displaying 28 items.

• A note on the limiting distribution of certain characteristic roots (Q908624) (← links)
• On the convergence of the ordered roots of a sequence of determinantal equations (Q910461) (← links)
• MANOVA in the multivariate components of variance model (Q1117647) (← links)
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209) (← links)
• Testing dimensionality in the multivariate analysis of variance (Q1186629) (← links)
• A note on maximizing a special concave function subject to simultaneous Loewner order constraints (Q1200566) (← links)
• Cochran theorems for a multivariate elliptically contoured model (Q1345571) (← links)
• Algorithms for the likelihood-based estimation of the random coefficient model (Q1359785) (← links)
• Wishart and chi-square distributions associated with matrix quadratic forms (Q1364672) (← links)
• Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
• Limiting distribution of roots with differential rates of convergence (Q1801886) (← links)
• Maximum likelihood estimation of covariance matrices under simple tree ordering (Q1877007) (← links)
• A generalization of the Wishart distribution (Q1897096) (← links)
• On stochastic majorization of the eigenvalues of a Wishart matrix (Q1914242) (← links)
• Estimation on random coefficient model with unbalanced data (Q1922248) (← links)
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
• Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
• Wishartness and independence of matrix quadratic forms in a normal random matrix (Q2476151) (← links)
• On the difference between ML and REML estimators in the modelling of multivariate longitudinal data (Q2485981) (← links)
• Asymptotics for testing hypothesis in some multivariate variance components model under non-normality (Q2581515) (← links)
• Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models (Q3201314) (← links)
• Multivariate components of covariance model in unbalanced case (Q3787317) (← links)
• Multivariate One-Way Random Effects Model (Q4240881) (← links)
• Small area estimation with auxiliary survey data (Q4819896) (← links)
• One-sided test of a covariance matrix with a known null value (Q4839320) (← links)
• Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data (Q4844159) (← links)
• An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models (Q5287296) (← links)
• A Simulation Comparison of Approximate Tests for Fixed Effects in Random Coefficients Growth Curve Models (Q5299827) (← links)